-4.5%
DASH vs EL
-50.5%
+46.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | -4.8% | +8.0% | -12.8% | -7.3% |
| 30D | -7.9% | +15.4% | -23.3% | -12.7% |
| 3M | -16.3% | +28.5% | -44.8% | -24.4% |
| 6M | +10.4% | +32.2% | -21.8% | -1.7% |
| YTD | -20.1% | +9.2% | -29.3% | -25.3% |
| 1Y | -11.4% | +30.8% | -42.2% | -23.4% |
| 3Y | +114.1% | +3.7% | +110.4% | +81.8% |
| 5Y | -5.8% | -64.8% | +59.0% | +54.4% |
| All | -4.5% | -50.5% | +46.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling